+176.8%
MS vs RVMD
+781.3%
-604.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | +5.1% | -10.4% | +15.5% | +6.7% |
| 30D | +5.7% | -11.0% | +16.6% | +7.3% |
| 3M | -12.2% | -14.7% | +2.5% | -10.4% |
| 6M | -0.5% | +14.9% | -15.4% | -2.9% |
| YTD | +9.8% | +116.3% | -106.5% | -5.6% |
| 1Y | +17.7% | +167.6% | -149.9% | -3.7% |
| 3Y | +176.8% | +776.8% | -600.0% | +58.6% |
| All | +176.8% | +781.3% | -604.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling